+15.4%
ORCL vs VLO
+231.8%
-216.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.4% |
| 7D | +10.4% | +6.8% | +3.6% | +9.5% |
| 30D | -11.2% | -17.9% | +6.6% | -9.6% |
| 3M | -16.8% | +13.5% | -30.3% | -18.5% |
| 6M | -31.5% | +53.0% | -84.5% | -35.6% |
| YTD | -33.9% | +133.7% | -167.6% | -42.6% |
| 1Y | -43.3% | +115.7% | -158.9% | -49.9% |
| All | +15.4% | +231.8% | -216.4% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling